backfill fixes

src/dexorder/base/fork.py

@@ -41,7 +41,8 @@ class Fork:
 
     def for_height(self, height):
         """ returns a new Fork object for an older block along this fork.  used for root promotion. """
-        assert( height <= self.height )
+        if height > self.height :
+            raise ValueError
         if height <= self.height - len(self.ancestry):
             return None
         return Fork(self.ancestry[self.height-height:], height=height)

src/dexorder/bin/backfill_ohlc.py

@@ -3,7 +3,6 @@ import sys
 from asyncio import CancelledError
 
 from dexorder import blockchain, config
-from dexorder.base.ohlc import recent_ohlcs
 from dexorder.bin.executable import execute
 from dexorder.blockstate.blockdata import BlockData
 from dexorder.blockstate.db_state import DbState
@@ -13,16 +12,22 @@ from dexorder.database import db
 from dexorder.event_handler import handle_uniswap_swap
 from dexorder.memcache.memcache_state import RedisState, publish_all
 from dexorder.memcache import memcache
+from dexorder.ohlc import recent_ohlcs, ohlc_finalize, ohlcs
 from dexorder.runner import BlockStateRunner
 
 log = logging.getLogger('dexorder')
 
 
+# noinspection DuplicatedCode
 async def main():
     # noinspection DuplicatedCode
     logging.basicConfig(level=logging.INFO, stream=sys.stdout)
     log.setLevel(logging.DEBUG)
     parse_args()
+    if not config.ohlc_dir:
+        config.ohlc_dir = './ohlc'
+        log.warning('Defaulting ohlc_dir to ./ohlc')
+        ohlcs.dir = config.ohlc_dir
     await blockchain.connect()
     redis_state = None
     state = None
@@ -31,7 +36,6 @@ async def main():
         redis_state = RedisState([recent_ohlcs])  # NOTE: ONLY the ohlc's are pushed to Redis.  We do not want to touch anything else.
     if db:
         db.connect(url=config.datadb_url)  # our main database is the data db
-        # noinspection DuplicatedCode
         db_state = DbState(BlockData.by_opt('db'))
         with db.session:
             state = db_state.load()
@@ -46,6 +50,8 @@ async def main():
     # noinspection PyTypeChecker
     runner.add_event_trigger(handle_uniswap_swap, get_contract_event('IUniswapV3PoolEvents', 'Swap'))
 
+    # noinspection PyTypeChecker
+    runner.on_promotion.append(ohlc_finalize)
     if db:
         # noinspection PyUnboundLocalVariable,PyTypeChecker
         runner.on_promotion.append(db_state.save)

src/dexorder/bin/main.py

@@ -2,7 +2,7 @@ import logging
 import sys
 from asyncio import CancelledError
 
-from dexorder import db, blockchain
+from dexorder import db, blockchain, config
 from dexorder.base.chain import current_chain
 from dexorder.bin.executable import execute
 from dexorder.blockstate.blockdata import BlockData
@@ -15,11 +15,12 @@ from dexorder.event_handler import init_order_triggers, init, dump_log, handle_v
     process_active_tranches, process_execution_requests, check_ohlc_rollover
 from dexorder.memcache.memcache_state import RedisState, publish_all
 from dexorder.memcache import memcache
+from dexorder.ohlc import ohlc_finalize
 from dexorder.runner import BlockStateRunner
 from dexorder.transaction import handle_transaction_receipts, create_transactions, send_transactions
 
 log = logging.getLogger('dexorder')
-LOG_ALL_EVENTS = True  # for debug todo config
+LOG_ALL_EVENTS = False  # for debug todo config
 
 
 #
@@ -70,6 +71,7 @@ def setup_logevent_triggers(runner):
     runner.postprocess_cbs.append(send_transactions)
 
 
+# noinspection DuplicatedCode
 async def main():
     logging.basicConfig(level=logging.INFO, stream=sys.stdout)
     log.setLevel(logging.DEBUG)
@@ -94,10 +96,13 @@ async def main():
 
     runner = BlockStateRunner(state, publish_all=publish_all if redis_state else None)
     setup_logevent_triggers(runner)
+    if config.ohlc_dir:
+        # noinspection PyTypeChecker
+        runner.on_promotion.append(ohlc_finalize)
     if db:
         # noinspection PyTypeChecker
         runner.on_state_init.append(init_order_triggers)
-        # noinspection PyUnboundLocalVariable
+        # noinspection PyUnboundLocalVariable,PyTypeChecker
         runner.on_promotion.append(db_state.save)
     if redis_state:
         # noinspection PyTypeChecker

src/dexorder/blockstate/db_state.py

@@ -104,7 +104,7 @@ class DbState(SeriesCollection):
                     for row in db.session.query(SeriesDict).where(SeriesDict.chain == chain_id, SeriesDict.series == data.series2str(series)):
                         key = data.str2key(row.key)
                         value = data.str2value(row.value)
-                        log.debug(f'load {series} {key} {value}')
+                        # log.debug(f'load {series} {key} {value}')
                         var[key] = value
         completed_block.set(root_block)
         log.debug(f'loaded db state from block {root_block}')

src/dexorder/blockstate/diff.py

@@ -6,6 +6,7 @@ from dexorder import DELETE
 
 @dataclass
 class DiffEntry:
+    """ DiffEntry is the "value" part of a key-value pair, but DiffEntry also has metadata about the block in which the value was set """
     value: Union[Any, DELETE]
     height: int
     hash: bytes
@@ -13,6 +14,7 @@ class DiffEntry:
 
 @dataclass
 class DiffItem:
+    """ DiffItem is a simple series-key-value triple """
     series: Any
     key: Any
     value: Any
@@ -22,6 +24,7 @@ class DiffItem:
 
 @dataclass
 class DiffEntryItem:
+    """ DiffEntryItem is a DiffItem that has a DiffEntry as its extended value, instead of storing just the primary value directly """
     series: Any
     key: Any
     entry: DiffEntry

src/dexorder/configuration/schema.py

@@ -12,11 +12,11 @@ class Config:
     rpc_url: str = 'http://localhost:8545'
     ws_url: str = 'ws://localhost:8545'
     rpc_urls: Optional[dict[str,str]] = field(default_factory=dict)
-    db_url: str = 'postgresql://dexorder:redroxed@localhost/dexorder'
-    datadb_url: str = 'postgresql://dexorder:redroxed@localhost/dexorderdata'
-    ohlc_dir: str = './ohlc'
+    db_url: Optional[str] = 'postgresql://dexorder:redroxed@localhost/dexorder'
+    datadb_url: Optional[str] = 'postgresql://dexorder:redroxed@localhost/dexorderdata'
+    ohlc_dir: Optional[str] = None  # if empty string or None, then OHLC's are not saved to disk
     dump_sql: bool = False
-    redis_url: str = 'redis://localhost:6379'
+    redis_url: Optional[str] = 'redis://localhost:6379'
 
     parallel_logevent_queries: bool = True
     polling: float = 0  # seconds between queries for a new block.  0 disables polling and uses a websocket subscription on ws_url instead

src/dexorder/database/model/block.py

@@ -4,7 +4,7 @@ from sqlalchemy.dialects.postgresql import JSONB
 from sqlalchemy.orm import Mapped, mapped_column
 
 from dexorder.database.model import Base
-from dexorder.util import hexint
+from dexorder.util import hexint, Field
 
 
 class Block(Base):
@@ -25,5 +25,5 @@ class Block(Base):
 
 
 current_block = ContextVar[Block]('Block.cur')  # block for the current thread
-latest_block = ContextVar[Block]('Block.latest')  # most recent discovered but may not be processed yet
+latest_block = Field[Block]()                   # most recent discovered block but maybe not the currently processing one
 completed_block = ContextVar[Block]('Block.completed')  # most recent fully-processed block

src/dexorder/ohlc.py

@@ -3,20 +3,24 @@ import logging
 import os
 from dataclasses import dataclass
 from datetime import datetime, timedelta, timezone
-from typing import Optional, NamedTuple
+from typing import Optional, NamedTuple, Reversible, Union
 
 from cachetools import LFUCache
 
-from dexorder import dec, config, from_isotime, minutely
+from dexorder import dec, config, from_isotime, minutely, from_timestamp
 from dexorder.base.chain import current_chain
-from dexorder.blockstate import BlockDict
+from dexorder.blockstate import BlockDict, DiffItem
+from dexorder.blockstate.diff import DiffEntryItem
+from dexorder.database.model import Block
+from dexorder.database.model.block import current_block
 
 log = logging.getLogger(__name__)
 
 OHLC_PERIODS = [
-    timedelta(minutes=1), timedelta(minutes=3), timedelta(minutes=5), timedelta(minutes=10), timedelta(minutes=15), timedelta(minutes=30),
-    timedelta(hours=1), timedelta(hours=2), timedelta(hours=4), timedelta(hours=8), timedelta(hours=12),
-    timedelta(days=1), timedelta(days=2), timedelta(days=3), timedelta(days=7)
+    timedelta(minutes=1),
+    # timedelta(minutes=3), timedelta(minutes=5), timedelta(minutes=10), timedelta(minutes=15), timedelta(minutes=30),
+    # timedelta(hours=1), timedelta(hours=2), timedelta(hours=4), timedelta(hours=8), timedelta(hours=12),
+    # timedelta(days=1), timedelta(days=2), timedelta(days=3), timedelta(days=7)
 ]
 
 OHLC_DATE_ROOT = datetime(2009, 1, 4, tzinfo=timezone.utc)  # Sunday before Bitcoin Genesis
@@ -136,13 +140,15 @@ class OHLCRepository:
         for period in OHLC_PERIODS:
             self.update(symbol, period, time, price, create=create)
 
-    def update(self, symbol: str, period: timedelta, time: datetime, price: Optional[dec] = None, *, create: bool = True) -> Optional[list[OHLC]]:
+    @staticmethod
+    def update(symbol: str, period: timedelta, time: datetime, price: Optional[dec] = None, *, create: bool = True) -> Optional[list[OHLC]]:
         """
         if price is None, then bars are advanced based on the time but no new price is added to the series.
         """
         logname = f'{symbol} {ohlc_name(period)}'
         log.debug(f'Updating OHLC {logname} {minutely(time)} {price}')
         key = (symbol, period)
+        # bars is a list of "recent" OHLC's stored as blockdata.  we try to keep the recent array long enough to extend before the root block time
         bars: Optional[list[OHLC]] = recent_ohlcs.get(key)
         if not bars:
             if create is False or price is None:
@@ -152,18 +158,27 @@ class OHLCRepository:
             log.debug(f'\tcreated new bars {updated}')
         else:
             updated = update_ohlc(bars[-1], period, time, price)
-            if len(updated) == 1:
-                updated = [bars[-1], updated[0]]  # return the previous finalized bar along with the updated current bar
+        # we need to retain enough recent history to at least cover the root block time, plus one previous finalized block
+        # first we construct the longest possible sequence
+        if not bars or not updated:
+            updated = (bars or []) + (updated or [])
+        else:
+            last_bar = from_isotime(bars[-1][0])
+            first_updated = from_isotime(updated[0][0])
+            overlap = (first_updated - last_bar) // period
+            updated = bars[:-overlap] + updated if overlap > 0 else bars + updated
+        # now we drop history that is older than we need
+        oldest_needed = from_timestamp(current_block.get().timestamp) - period  # cover the root block time plus one period prior
+        trim = (oldest_needed - from_isotime(updated[0][0])) // period
+        if trim > 0:
+            updated = updated[trim:]
         log.debug(f'\tnew recents: {updated}')
         recent_ohlcs.setitem(key, updated)
-        if len(updated) > 1:
-            log.debug(f'\tsaving finalized bars: {updated[:-1]}')
-            self.save_all(symbol, period, updated[:-1])  # save any finalized bars to storage
         return updated
 
     def save_all(self, symbol: str, period: timedelta, ohlc_list: list[OHLC]) -> None:
         for ohlc in ohlc_list:
-            self.save(symbol, period, ohlc)
+            self.save(symbol, period, ohlc)  # we need to act sequentially so we don't have conflicting access to chunks
 
     def save(self, symbol: str, period: timedelta, ohlc: OHLC) -> None:
         time = dt(ohlc[0])
@@ -173,6 +188,7 @@ class OHLCRepository:
         else:
             start = from_isotime(chunk[0][0])
             index = (time - start) // period
+            log.debug(f'save {symbol} {ohlc_name(period)} chunk {start} index {index} <= {len(chunk)}')
             assert index <= len(chunk)
             if index == len(chunk):
                 assert from_isotime(chunk[-1][0]) + period == time
@@ -214,10 +230,12 @@ class OHLCRepository:
             json.dump(chunk, file)
 
 
-    def chunk_path(self, symbol: str, period: timedelta, time: datetime) -> str:
+    def chunk_path(self, symbol: str, period: timedelta, time: datetime, *, chain_id: int = None) -> str:
+        if chain_id is None:
+            chain_id = current_chain.get().chain_id
         start = ohlc_start_time(time, period)
         name = ohlc_name(period)
-        return f'{self.dir}/{symbol}/{name}/' + (
+        return f'{self.dir}/{chain_id}/{symbol}/{name}/' + (
             f'{start.year}/{symbol}-{name}-{start:%Y%m%d}.json' if period < timedelta(hours=1) else  # <1H data has a file per day
             f'{start.year}/{symbol}-{name}-{start:%Y%m}.json' if period < timedelta(days=7) else  # <1W data has a file per month
             f'{symbol}-{name}.json'  # long periods are a single file for all of history
@@ -240,6 +258,16 @@ def ohlc_str_to_key(s):
     pool, period_name = s.split('|')
     return pool, period_from_name(period_name)
 
+def ohlc_finalize(_block: Block, diffs: Reversible[Union[DiffItem, DiffEntryItem]]):
+    """
+    used as a finalization callback from BlockState data.
+    """
+    for diff in diffs:
+        if diff.series == 'ohlc':
+            symbol, period = diff.key
+            ohlcs.save_all(symbol, period, diff.value)
+
+
 # The most recent OHLC's are stored as block data.  We store a list of at least the two latest bars, which provides clients with
 # the latest finalized bar as well as the current open bar.
 recent_ohlcs: BlockDict[OHLCKey, list[OHLC]] = BlockDict('ohlc', db=True, redis=True, pub=pub_ohlc,

src/dexorder/runner.py

@@ -200,6 +200,7 @@ class BlockStateRunner:
             parent = bytes.fromhex(block_data['parentHash'][2:])
             height = int(block_data['number'], 0)
         head = Block(chain=chain.chain_id, height=height, hash=blockhash, parent=parent, data=block_data)
+        latest_block.set(head)
 
         if self.state or config.backfill:
             # backfill batches
@@ -264,7 +265,6 @@ class BlockStateRunner:
             if self.state is not None and block.hash in self.state.by_hash:
                 log.debug(f'block {block.hash} was already processed')
                 return
-            latest_block.set(block)
             if self.state is None:
                 # initialize
                 self.state = BlockState(block)
@@ -343,18 +343,38 @@ class BlockStateRunner:
                 #    isn't updated by the new fork is still queried from the root state to overwrite any stale data from the abandoned branch.
                 diff_items = self.state.diffs_by_hash[block.hash]
                 for callback in self.on_head_update:
+                    # noinspection PyCallingNonCallable
                     await maywait(callback(block, diff_items))
 
                 # check for root promotion
-                promotion_height = fork.height - chain.confirms
-                if not fork.disjoint and promotion_height > self.state.root_block.height and (
-                        new_root_fork := fork.for_height(promotion_height)):
+                promotion_height = latest_block.get().height - chain.confirms
+                new_root_fork = None
+                if fork.disjoint:
+                    # individually check the fork's head and ancestor
+                    if fork.height <= promotion_height:
+                        new_root_fork = fork
+                    else:
+                        state = current_blockstate.get()
+                        parent_block = state.by_hash[fork.parent]
+                        if parent_block.height <= promotion_height:
+                            new_root_fork = state.fork(parent_block)
+                else:
+                    # non-disjoint, contiguous fork
+                    if fork.height <= promotion_height:
+                        new_root_fork = fork
+                    else:
+                        new_root_fork = fork.for_height(promotion_height)
+                if new_root_fork:
+                    log.debug(f'promoting root {new_root_fork.height} {new_root_fork.hash}')
                     diff_items = self.state.promote_root(new_root_fork)
                     for callback in self.on_promotion:
                         # todo try/except for known retryable errors
+                        # noinspection PyCallingNonCallable
                         await maywait(callback(self.state.root_block, diff_items))
 
+                # publish messages
                 if pubs and self.publish_all:
+                    # noinspection PyCallingNonCallable
                     await maywait(self.publish_all(pubs))
         except: # legitimately catch EVERYTHING because we re-raise
             log.debug('rolling back session')
@@ -364,6 +384,7 @@ class BlockStateRunner:
                 self.state.delete_block(block.hash)
             if config.parallel_logevent_queries:
                 for get_logs, *_ in batches:
+                    # noinspection PyBroadException
                     try:
                         await get_logs
                     except Exception:
@@ -388,6 +409,7 @@ class BlockStateRunner:
         session.begin()
         try:
             for callback in self.postprocess_cbs:
+                # noinspection PyCallingNonCallable
                 await maywait(callback())
         except:
             session.rollback()
@@ -402,5 +424,6 @@ class BlockStateRunner:
         if self.state_initialized:
             return
         for cb in self.on_state_init:
+            # noinspection PyCallingNonCallable
             await maywait(cb())
         self.state_initialized = True

src/dexorder/util/__init__.py

@@ -1,5 +1,5 @@
 import re
-from typing import Callable, TypeVar, Generic, Union
+from typing import Callable, TypeVar, Generic, Union, Any
 
 from eth_utils import keccak
 from hexbytes import HexBytes
@@ -71,3 +71,15 @@ class defaultdictk (Generic[K,V], dict[K,V]):
         except KeyError:
             default = self[item] = self.default_factory(item)
             return default
+
+
+T = TypeVar('T')
+class Field (Generic[T]):
+    def __init__(self, value: T = None):
+        self._value = value
+
+    def get(self) -> T:
+        return self._value
+
+    def set(self, value: T):
+        self._value = value